Evolutionary approach to optimization of data representation for classification of patterns in financial ultra-high frequency time series.
Piotr LipinskiPublished in: GECCO (2017)
Keyphrases
- high frequency
- data representation
- low frequency
- discriminative information
- visual quality
- high resolution
- subband
- high frequencies
- wavelet transform
- feature vectors
- low pass
- pattern recognition
- dimensionality reduction
- feature extraction
- data representations
- stock market
- wavelet coefficients
- image data
- wavelet domain
- discrete wavelet transform
- high frequency components
- representational power
- machine learning
- low and high frequency
- bit rate
- frequency band
- xml documents
- phase shifting